An extension to the classical mean-variance portfolio optimization model
Çelen N. Ötken, Z. Batuhan Organ, E. Ceren Yıldırım, Mustafa Çamlıca, Volkan S. Cantürk, Ekrem Duman, Z. Melis Teksan, and Enis Kayış
| Year of publication: |
2019
|
|---|---|
| Authors: | Ötken, Çelen N. ; Organ, Z. Batuhan ; Yıldırım, Ceren E. ; Çamlıca, Mustafa ; Cantürk, Volkan S. ; Duman, Ekrem ; Teksan, Zehra Melis ; Kayış, Enis |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 64.2019, 3, p. 310-321
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2019.1636440 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195814